Responsibilities:
- Daily trading P&L validation and reporting to traders and management.
- This includes analysis of the key drivers of P&L and reconciliation against trader's estimates and market fundamentals
- Daily exposure reconciliation with traders
- Liaise and coordinate daily with operations for logistical impact on risk exposure and P&L/costs
- Daily reconciliation of listed derivative contracts between exchange statements and in-house systems
- Daily validation of trade economics of physical trades done against trade recaps
- Ensure curves are reasonably marked by comparing against broker quotes/reliable external sources
- Monitor daily VAR consumption against VAR limits and report breaches to Head of Risk, Asia Pacific on a timely basis.
- Will be expected to participate and contribute to any system and process migration projects relating to Risk function
- Perform cross coverage within Risk team
- Ad-hoc duties as assigned by manager
Requirements:
- Degree/Diploma with Accountancy, Business Administration, Business Analytics, Data Science, Economics, Finance, Mathematics or any related field
- At least 2 or more years' work experience in the trading/commodities houses as Risk Officer (or equivalent) for both derivatives and physical trades.
- Proficiency in Excel and experience Excel VBA, Python or Power Query/BI skills would be good to have.
- Experience in setting up new curves/calendar set up and onboarding new products to be traded in-house system for risk management.
- Experience in reviewing, investigation and resolution of month end breaks between in-house system trading results and accounting.
- Have worked with traders, operations, trade support, accounting and back office.
Interested candidates may send in their resume and cover letter directly to [email protected] (R1434374), stating the position as the subject title in the email.
Jireli Gem Mejia Cabria | EA License No. 02C3423 | Personnel Registration No. R1434374
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